+457.2%
GS vs FCEL
-99.1%
+556.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.4% | +0.7% |
| 7D | +1.6% | -8.3% | +9.9% | +1.9% |
| 30D | +1.7% | -43.0% | +44.6% | +4.4% |
| 3M | -11.6% | -48.2% | +36.6% | -9.2% |
| 6M | -1.9% | -25.0% | +23.1% | -2.8% |
| YTD | +5.1% | +40.6% | -35.6% | -0.1% |
| 1Y | +16.4% | +36.0% | -19.6% | +10.6% |
| 3Y | +199.0% | -66.7% | +265.7% | +190.3% |
| 5Y | +157.4% | -96.7% | +254.1% | +169.6% |
| 10Y | +457.2% | -99.0% | +556.3% | +501.0% |
| All | +457.2% | -99.1% | +556.4% | +501.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FCEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling